+1,481.8%
QQQ vs SAN
+378.0%
+1,103.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +3.6% | +4.0% | -0.4% | +2.2% |
| 30D | -6.7% | -7.8% | +1.1% | -4.4% |
| 3M | -7.0% | -16.4% | +9.3% | -1.6% |
| 6M | -4.7% | +3.5% | -8.2% | -6.5% |
| YTD | +11.1% | +6.7% | +4.4% | +6.9% |
| 1Y | +12.3% | +14.5% | -2.2% | +5.4% |
| 3Y | +83.3% | +243.5% | -160.2% | +15.0% |
| 5Y | +77.5% | +296.2% | -218.7% | +2.6% |
| 10Y | +528.3% | +268.5% | +259.8% | +239.6% |
| All | +1,481.8% | +378.0% | +1,103.8% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling